FinFeedAPI provides equity market data covering over 11,000 symbols, featuring historical T+1 data with an unlimited loopback period. We deliver everything from detailed trade records and multiple levels of order book depth (Level 1-3) to crucial regulatory and system messages.

Our data is engineered for performance, featuring nano-second precision timestamps. This ensures a competitive edge for high-frequency trading by enabling fair, accurate, and auditable transaction sequencing, critical for regulatory compliance. Access comprehensive equity market intelligence directly through our robust API offerings.

Why FinFeedAPI?

Market Coverage & Data Depth: - Historical Data: T+1 data on 11K+ symbols with unlimited historical lookback. - Trade Feeds: Detailed trade records including timestamps, sizes, prices, and conditions (e.g., odd lot, intermarket sweep, extended hours). - Level 1 Quotes: Best bid/ask prices, sizes, and timestamps. - Level 2 Price Book: Market depth with multiple bid/ask prices and aggregate order sizes. - Level 3 Order Book: The complete order book detailing individual orders.

Essential Messages: - Admin Messages: Trading status, official open/close prices, auction states, short sale restrictions, retail liquidity indicators, security directory. - System Events: Exchange-level notifications for key trading session phases.

Precision & Reliability: - Nano-second Timestamps: Ensuring fair, accurate, and auditable transaction sequencing for HFT and compliance. - Institutional Trust: Relied upon by financial institutions for dependable equity market information.

Financial institutions and trading firms rely on FinFeedAPI for mission-critical equity market intelligence. We are committed to delivering clean, precise, and comprehensive data when it matters most. If you require dependable and granular stock market data, FinFeedAPI provides the actionable insights you need.

The main stock market index of United States, the US500, rose to 6211 points on July 1, 2025, gaining 0.10% from the previous session. Over the past month, the index has climbed 4.64% and is up 12.75% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from United States. United States Stock Market Index - values, historical data, forecasts and news - updated on July of 2025.

NYSE Integrated is a proprietary data feed that disseminates full order book updates from the New York Stock Exchange (XNYS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations.

NYSE is the leading venue for listing blue-chip companies and large-cap stocks. Powered by NYSE's Pillar platform, its hybrid market model of floor-based auction and electronic trading allows it to capture a significant portion of trading activity during the US equity market open and close. As of January 2025, the NYSE represented approximately 6.31% of the average daily volume (ADV) across all exchange-listed US securities, including those listed on Nasdaq, other NYSE venues, and Cboe exchanges.

NYSE is also the only exchange to offer Designated Market Maker (DMM) privileges, allowing the floor to send D-Quote Orders, short for Discretionary Orders, throughout the day. Most D-Quote Orders execute in the closing auction, where they're known as Closing D Orders and allow traders to access the NYSE closing auction after 3:50 PM. This creates significant price discovery during the NYSE Closing Auction, where interest represented via the floor contributes more than 40% of total volume.

NYSE is also unique for being the only exchange with a Parity/Priority Allocation model for matching. This resembles a mixed FIFO and pro-rata matching algorithm, where the participant who sets the best price is matched first, and then the remaining shares are allocated to other orders entered by floor brokers at that price (parity allocation). Floor brokers may utilize e-Quotes to to receive such parity allocation of incoming executions.

With L3 granularity, NYSE Integrated captures information beyond the L1, top-of-book data available through SIP feeds, enabling accurate modeling of the book imbalances, queue dynamics, and the auction process. This data includes explicit trade aggressor side, odd lots, and imbalances. Auction imbalances offer valuable insights into NYSE’s opening and closing auctions by providing details like imbalance quantity, paired quantity, imbalance reference price, and book clearing price.

Historical data is available for usage-based rates or with any Databento US Equities subscription. Visit our pricing page for more details or to upgrade your plan.

Asset class: Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON (Learn more)

Supported market data schemas: MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Imbalance, Statistics, Status (Learn more)

Resolution: Immediate publication, nanosecond-resolution timestamps

The Australian Securities Exchange (ASX) was established in July 2006 after the Australian Stock Exchange merged with the Sydney Futures Exchange, making it one of the top 20 global exchange groups by market capitalization. ASX facilitates trading in leading stocks, ETFs, derivatives, fixed income, commodities, and energy, commanding over 80% of the market share in the Australian Cash Market, with the S&P/ASX 200 as its main index. We offer comprehensive real-time market information services for all instruments in the ASX Level 1 and Level 2 (full market depth) products, and also provide Level 1 data as a delayed service. You can access this data through various means tailored to your specific needs and workflows, whether for trading via electronic low latency datafeeds, using our desktop services equipped with advanced analytical tools, or through our end-of-day valuation and risk management products.

Get Nasdaq real-time and historical data with support for fast market replay at over 19 million book updates per second. Test our data for free with only 4 lines of code.

Nasdaq TotalView-ITCH is a proprietary data feed that disseminates full order book depth and last sale data from the Nasdaq stock market (XNAS). It delivers every quote and order at each price level, along with any event that updates the order book after an order is placed, such as trade executions, modifications, or cancellations. Nasdaq is the most active US equity exchange by volume and represented 13.03% of the average daily volume (ADV) as of January 2025.

With its L3 granularity, Nasdaq TotalView-ITCH captures information beyond the L1, top-of-book data available through SIP feeds and enables more accurate modeling of book imbalances, trade directionality, quote lifetimes, and more. This includes explicit trade aggressor side, odd lots, auction imbalance data, and the Net Order Imbalance Indicator (NOII) for the Nasdaq Opening and Closing Crosses and Nasdaq IPO/Halt Cross—the best predictor of Nasdaq opening and closing prices available. Other key advantages of Nasdaq TotalView-ITCH over SIP data include faster real-time dissemination and precise exchange-side timestamping directly from Nasdaq.

Real-time Nasdaq TotalView-ITCH data is included with a Plus or Unlimited subscription through our Databento US Equities service. Historical data is available for usage-based rates or with any subscription. Visit our pricing page for more details or to upgrade your plan.

Breadth of coverage: 20,329 products

Asset class(es): Equities

Origin: Directly captured at Equinix NY4 (Secaucus, NJ) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP.

Supported data encodings: DBN, CSV, JSON Learn more

Supported market data schemas: MBO, MBP-1, MBP-10, BBO-1s, BBO-1m, TBBO, Trades, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status, Imbalance Learn more

Resolution: Immediate publication, nanosecond-resolution timestamps

The Dubai Financial Market (DFM) is one of the two main markets for UAE securities, operating under the broader Borse Dubai Group and overseen by the Securities and Commodities Authority (SCA). It offers trading in equities, sukuks, ETFs, and will soon include equity derivatives. We deliver key market information services for the Dubai Financial Market in both real-time and delayed formats for all instruments within the Level 1 and Level 2 (Market Depth) products. You can access this data in various ways tailored to your specific needs and workflows. Options include trading with an electronic low-latency data feed, utilizing our desktop services which offer comprehensive analytical tools, or through our end-of-day valuation and risk management products.

Databento provides the industry’s fastest cloud-based solutions for intraday and real-time tick data. First to deliver full L3 (MBO) over internet.

Access L2 market data with Databento's market by price (MBP-10) schema, which aggregates book depth by price and includes every order across the top ten price levels.

Access L3 market data with Databento's market-by-order (MBO) schema, which provides full order book depth, including every order at every price level, tick-by-tick with accurate queue position.

Access the LSEG's Cboe US market data in various ways designed and tailored for your specific needs and workflows.

Interactive chart of the S&P 500 stock market index since 1927. Historical data is inflation-adjusted using the headline CPI and each data point represents the month-end closing value. The current month is updated on an hourly basis with today's latest value.

Japan's main stock market index, the JP225, rose to 40151 points on June 27, 2025, gaining 1.43% from the previous session. Over the past month, the index has climbed 6.44% and is up 1.43% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Japan. Japan Stock Market Index (JP225) - values, historical data, forecasts and news - updated on June of 2025.

The value of the DJIA index amounted to ********* at the end of March 2025, up from ********* at the end of March 2020. Global panic about the coronavirus epidemic caused the drop in March 2020, which was the worst drop since the collapse of Lehman Brothers in 2008. Dow Jones Industrial Average index – additional information The Dow Jones Industrial Average index is a price-weighted average of 30 of the largest American publicly traded companies on New York Stock Exchange and NASDAQ, and includes companies like Goldman Sachs, IBM and Walt Disney. This index is considered to be a barometer of the state of the American economy. DJIA index was created in 1986 by Charles Dow. Along with the NASDAQ 100 and S&P 500 indices, it is amongst the most well-known and used stock indexes in the world. The year that the 2018 financial crisis unfolded was one of the worst years of the Dow. It was also in 2008 that some of the largest ever recorded losses of the Dow Jones Index based on single-day points were registered. On September 29, 2008, for instance, the Dow had a loss of ****** points, one of the largest single-day losses of all times. The best years in the history of the index still are 1915, when the index value increased by ***** percent in one year, and 1933, year when the index registered a growth of ***** percent.

United Kingdom's main stock market index, the GB100, fell to 8761 points on June 30, 2025, losing 0.43% from the previous session. Over the past month, the index has declined 0.15%, though it remains 7.28% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from United Kingdom. United Kingdom Stock Market Index (GB100) - values, historical data, forecasts and news - updated on July of 2025.

B3 S.A. – Brasil, Bolsa, Balcão came into existence in its present form through the amalgamation of BM&F (Commodities & Futures Exchange), Bovespa (São Paulo Stock Exchange), and Cetip (Central of Custody and Financial Settlement of Securities for the organized OTC market). Today, it ranks among the globe's largest financial market infrastructure firms, offering trading services in both Exchange and OTC settings. Our offerings include the primary market information services of B3, accessible in real time or as delayed data for all instruments within its Indices, Level 1, and Level 2 (market depth) products. This covers all asset categories such as equity, ETFs, commodities, and more. You can obtain the data in numerous ways, all customized to fit your specific needs and workflows. These methods range from electronic low latency datafeed for trading through our desktop services, which provide comprehensive analytical tools, to our end-of-day valuation and risk management products.

This dataset contains concurrent airborne DopplerScatt radar retrievals of surface vector winds and ocean currents from the Sub-Mesoscale Ocean Dynamics Experiment (S-MODE) during a pilot campaign conducted approximately 300 km offshore of San Francisco over two weeks in October 2021. S-MODE aims to understand how ocean dynamics acting on short spatial scales influence the vertical exchange of physical and biological variables in the ocean. DopplerScatt is a Ka-band (35.75 GHz) scatterometer with a swath width of 24 km that records Doppler measurements of the relative velocity between the platform and the surface. It is mounted on a B200 aircraft which flies daily surveys of the field domain during deployments, and data is used to give larger scale context, and also to compare with in-situ measurements of velocities and divergence. Level 2 data includes estimates of surface winds and currents. The V1 data have been cross-calibrated against SIO-DopVis leading to the 'dopvis_2021' current geophysical model function. It is expected that additional DopVis data will lead to a reprocessing of this data set and it should be regarded as provisional, to be refined after future S-MODE deployments. Data are available in netCDF format.

The Global Data Center Colocation Market size is expected to reach $168.68 billion by 2031, rising at a market growth of 15.6% CAGR during the forecast period. The increasing consumption of digital content, growth of streaming services, and demand for high-resolution video processing fueled the need

Canada's main stock market index, the TSX, rose to 26746 points on June 30, 2025, gaining 0.20% from the previous session. Over the past month, the index has climbed 1.35% and is up 21.83% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks this benchmark index from Canada. Canada Stock Market Index (TSX) - values, historical data, forecasts and news - updated on June of 2025.

Bermuda administrative level 0 (country), 1 (parish) and 2 (municipality) boundaries

These boundaries are suitable for database or GIS linkage to the Bermuda administrative level 0-2 population statistics tables.

See description of administrative level 2.

This study contains selected electoral and demographic national data for nine nations in the 1950s and 1960s. The data were prepared for the Data Confrontation Seminar on the Use of Ecological Data in Comparative Cross-National Research held under the auspices of the Inter-university Consortium for Political and Social Research on April 1-18, 1969. One of the primary concerns of this international seminar was the need for cooperation in the development of data resources in order to facilitate exchange of data among individual scholars and research groups. Election returns for two or more national and/or local elections are provided for each of the nine nations, as well as ecological materials for at least two time points in the general period of the 1950s and 1960s. While each dataset was received at a single level of aggregation, the data have been further aggregated to at least a second level of aggregation. In most cases, the data can be supplied at the commune or municipality level and at the province or district level as well. Part 1 (Germany, Regierungsbezirke), Part 2 (Germany, Kreise), Part 3 (Germany, Lander), and Part 4 (Germany, Wahlkreise) contain data for all kreise, laender (states), administrative districts, and electoral districts for national elections in the period 1957-1969, and for state elections in the period 1946-1969, and ecological data from 1951 and 1961. Part 5 (France, Canton), and Part 6 (France, Departemente) contain data for the cantons and departements of two regions of France (West and Central) for the national elections of 1956, 1962, and 1967, and ecological data for the years 1954 and 1962. Data are provided for election returns for selected parties: Communist, Socialist, Radical, Federation de Gauche, and the Fifth Republic. Included are raw votes and percentage of total votes for each party. Ecological data provide information on total population, proportion of total population in rural areas, agriculture, industry, labor force, and middle class in 1954, as well as urbanization, crime rates, vital statistics, migration, housing, and the index of "comforts." Part 7 (Japan, Kanagawa Prefecture), Part 8 (Japan, House of Representatives Time Series), Part 9 (Japan, House of (Councilors (Time Series)), and Part 10 (Japan, Prefecture) contain data for the 46 prefectures for 15 national elections between 1949 and 1968, including data for all communities in the prefecture of Kanagawa for 13 national elections, returns for 8 House of Representatives' elections, 7 House of Councilors' elections, descriptive data from 4 national censuses, and ecological data for 1950, 1955, 1960, and 1965. Data are provided for total number of electorate, voters, valid votes, and votes cast by such groups as the Jiyu, Minshu, Kokkyo, Minji, Shakai, Kyosan, and Mushozoku for the Communist, Socialist, Conservative, Komei, and Independent parties for all the 46 prefectures. Population characteristics include age, sex, employment, marriage and divorce rates, total number of live births, deaths, households, suicides, Shintoists, Buddhists, and Christians, and labor union members, news media subscriptions, savings rate, and population density. Part 11 (India, Administrative Districts) and Part 12 (India, State) contain data for all administrative districts and all states and union territories for the national and state elections in 1952, 1957, 1962, 1965, and 1967, the 1958 legislative election, and ecological data from the national censuses of 1951 and 1961. Data are provided for total number of votes cast for the Congress, Communist, Jan Sangh, Kisan Mazdoor Praja, Socialist, Republican, Regional, and other parties, contesting candidates, electorate, valid votes, and the percentage of valid votes cast. Also included are votes cast for the Rightist, Christian Democratic, Center, Socialist, and Communist parties in the 1958 legislative election. Ecological data include total population, urban population, sex distribution, occupation, economically active population, education, literate population, and number of Buddhists, Christians, Hindus, Jainis, Moslems, Sikhs, and other religious groups. Part 13 (Norway, Province), and Part 14 (Norway, Commune) consist of the returns for four national elections in 1949, 1953, 1957, and 1961, and descriptive data from two national censuses. Data are provided for the total number